FIXDPOINTKER: MATLAB function to find fixed points of time series

Shapour Mohammadi ()

Statistical Software Components from Boston College Department of Economics

Abstract: This code finds fixed points of time series by method of So et al. Also I use kernel density method for finding modes as fixed points and derivatives for determining attractor and repellor fixed points. Histogram method is discontinues and derivative cannot be calculated for it. Therefore I use kernel density in addition to So et al (1996) method. Positive to negative cross of kernel density derivative graph validates modes which are fixed points. fix kernel is only first fixed point, but Modes give all of fixed points.

Language: MATLAB
Requires: MATLAB
Keywords: Forecast combination; Minimum variance combination; Variance-Covariance method of combination (search for similar items in EconPapers)
Date: 2009-07-16

Downloads: (external link)
http://fmwww.bc.edu/repec/bocode/f/fixdpointker.m program file (text/plain)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: http://EconPapers.repec.org/RePEc:boc:bocode:t741509

Ordering information: This software item can be ordered from
http://repec.org/docs/ssc.php

Access Statistics for this software item

More software in Statistical Software Components from Boston College Department of Economics
Address: Boston College, 140 Commonwealth Avenue, Chestnut Hill MA 02467 USA
Contact information at EDIRC.
Series data maintained by Christopher F Baum ().